Re: st: Small strata and test of proportional hazard assumption

Grethe, for the stratified portion of your analyses, with strata so small, you could also provide descriptive results using Kaplan Meier plots.
Michael
On Dec 16, 2010, at 8:48 AM, Steven Samuels wrote:
> --
>
> With strata so small, you can't check the PH assumption, not with plots and not with residuals. The checks require a reasonable estimate of the survival curve in each stratum, and you can't get one. The purpose of stratum checks is to assess whether a categorical variable can be a predictor in a Cox model, but a variable such as yours can't be (unless it is ordinal), because the parameters/failures ratio is too high for valid inference. (The max should probably be < 1:10) If you have many small groups with possibly different survival curves, use a frailty (random-effects) model. In -stcox--, frailty models are implemented with the -shared()- and (optionally) the -vce(cluster)- options.
>
> Steve
>
> Steven J. Samuels
> sjsamuels@gmail.com
> 18 Cantine's Island
> Saugerties NY 12477
> USA
> Voice: 845-246-0774
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>
> On Dec 16, 2010, at 4:24 AM, Grethe Søndergaard wrote:
>
> Hello,
>
> I am analysing my data using a stratified cox-regression and am trying
> to find out if the proportional hazards assumptions in my model is
> violated. I wanted to test this using the command estat phtest.
> However, I have become aware that you cannot do this, when the stratas
> are very small (each of the stratas contains 2-6 individuals).
> I haven’t been able to find any information about how to test the PH
> assumption when you have very small strata. Does anyone know of such
> test? (Otherwise I am thinking about first running the full model.
> Afterwards I could stsplit my data in two, and run these models. By
> lrtest I could probably test whether there is better goodness of fit
> in the two time-specific models compared to the full model).
>
> Grethe
>
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Best wishes,
Michael McCulloch, LAc MPH PhD
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